The fact that velocity = frequency x wavelength is always true, it's just basic unit comparison. However, in general the relationship between energy and frequency (or energy and wavelength) is called the DISPERSION RELATION of a system.
https://en.wikipedia.org/wiki/Dispersion_relation
Light truly does have a linear dispersion relation (E proportional to f), but really nothing else truly does. Sound, which is phonons, is only approximately linear for a type of phonon (called acoustic phonons, versus optical or polar optical) for a certain range of energies. In reality there is a more complex relationship at all energies. Furthermore, different type of excitatios than sound have different basic dispersion relations. For example, phonons/sound may be approximately linear, but electrons in a material isn't linear at all but rather approximately quadratic (i.e. E is proportional to f2 )
So it is not true in general that the speed of an oscillatory phenomena (which is related to its energy) is independent of frequency/wavelength.